BNP Paribas Call 90 RMBS 17.01.2025
/ DE000PC34S82
BNP Paribas Call 90 RMBS 17.01.20.../ DE000PC34S82 /
| 8/1/2024 8:20:53 AM |
Chg.+0.003 |
Bid8:25:30 AM |
Ask8:25:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
+6.67% |
0.048
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
Rambus Inc |
90.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC34S8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.49 |
| Parity: |
-3.83 |
| Time value: |
0.09 |
| Break-even: |
84.12 |
| Moneyness: |
0.54 |
| Premium: |
0.87 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.06 |
| Spread %: |
184.38% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
5.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.048 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.08% |
| 1 Month |
|
|
-63.08% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.033 |
| 1M High / 1M Low: |
0.280 |
0.033 |
| 6M High / 6M Low: |
0.680 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
47.826 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
8.661 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.03% |
| Volatility 6M: |
|
277.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
